| 1 |
Introduction to Panel Data: Structure, Notation, Advantages, and Data Sources |
| 2 |
Pooled OLS and its Limitations: Unobserved Heterogeneity and Bias |
| 3 |
The Fixed Effects (Within) Estimator: Derivation, Properties, and Interpretation |
| 4 |
The Random Effects (GLS) Estimator and the Hausman Specification Test |
| 5 |
First-Difference Estimator and Comparison of Panel Estimators |
| 6 |
Heteroscedasticity, Autocorrelation, and Cluster-Robust Standard Errors in Panels |
| 7 |
Midterm Examination and Review |
| 8 |
Cross-Sectional Dependence and Panel-Corrected Standard Errors (PCSE) |
| 9 |
Dynamic Panel Models: Nickell Bias and the Arellano-Bond GMM Estimator |
| 10 |
System GMM (Blundell-Bond) and Instrument Validity Tests |
| 11 |
Panel Unit Root Tests: IPS, LLC, Fisher, and Second-Generation Tests |
| 12 |
Panel Cointegration: Pedroni, Kao, and DOLS/FMOLS Estimation |
| 13 |
Non-Linear Panel Models: Binary Outcomes, Conditional Logit, and Tobit |
| 14 |
Final Examination and Review |
